NYMEX Natural Gas Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
3.371 |
3.434 |
0.063 |
1.9% |
3.318 |
| High |
3.431 |
3.485 |
0.054 |
1.6% |
3.461 |
| Low |
3.342 |
3.404 |
0.062 |
1.9% |
3.240 |
| Close |
3.429 |
3.448 |
0.019 |
0.6% |
3.355 |
| Range |
0.089 |
0.081 |
-0.008 |
-9.0% |
0.221 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.6% |
0.000 |
| Volume |
11,999 |
7,920 |
-4,079 |
-34.0% |
83,969 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.689 |
3.649 |
3.493 |
|
| R3 |
3.608 |
3.568 |
3.470 |
|
| R2 |
3.527 |
3.527 |
3.463 |
|
| R1 |
3.487 |
3.487 |
3.455 |
3.507 |
| PP |
3.446 |
3.446 |
3.446 |
3.456 |
| S1 |
3.406 |
3.406 |
3.441 |
3.426 |
| S2 |
3.365 |
3.365 |
3.433 |
|
| S3 |
3.284 |
3.325 |
3.426 |
|
| S4 |
3.203 |
3.244 |
3.403 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.015 |
3.906 |
3.477 |
|
| R3 |
3.794 |
3.685 |
3.416 |
|
| R2 |
3.573 |
3.573 |
3.396 |
|
| R1 |
3.464 |
3.464 |
3.375 |
3.519 |
| PP |
3.352 |
3.352 |
3.352 |
3.379 |
| S1 |
3.243 |
3.243 |
3.335 |
3.298 |
| S2 |
3.131 |
3.131 |
3.314 |
|
| S3 |
2.910 |
3.022 |
3.294 |
|
| S4 |
2.689 |
2.801 |
3.233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.485 |
3.240 |
0.245 |
7.1% |
0.098 |
2.9% |
85% |
True |
False |
18,101 |
| 10 |
3.485 |
3.198 |
0.287 |
8.3% |
0.106 |
3.1% |
87% |
True |
False |
16,818 |
| 20 |
3.485 |
2.962 |
0.523 |
15.2% |
0.106 |
3.1% |
93% |
True |
False |
15,623 |
| 40 |
3.485 |
2.962 |
0.523 |
15.2% |
0.099 |
2.9% |
93% |
True |
False |
13,603 |
| 60 |
3.485 |
2.909 |
0.576 |
16.7% |
0.089 |
2.6% |
94% |
True |
False |
12,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.829 |
|
2.618 |
3.697 |
|
1.618 |
3.616 |
|
1.000 |
3.566 |
|
0.618 |
3.535 |
|
HIGH |
3.485 |
|
0.618 |
3.454 |
|
0.500 |
3.445 |
|
0.382 |
3.435 |
|
LOW |
3.404 |
|
0.618 |
3.354 |
|
1.000 |
3.323 |
|
1.618 |
3.273 |
|
2.618 |
3.192 |
|
4.250 |
3.060 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.447 |
3.430 |
| PP |
3.446 |
3.411 |
| S1 |
3.445 |
3.393 |
|